Description

This analysis provides a forecast of SPY prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2026-01-18 646.815793 662.484738 677.898895 694.199277 710.942830 727.635671 745.532150
2026-01-25 626.996056 650.056491 673.050102 697.696399 723.364788 749.308667 777.512924
2026-02-01 612.654723 640.851136 669.243940 699.979736 732.316020 765.330521 801.591608
2026-02-08 601.410680 633.733863 666.548993 702.365038 740.365332 779.490456 822.833498
2026-02-15 591.116024 626.886344 663.460250 703.665981 746.639412 791.212094 840.963222
2026-02-22 582.302984 621.098494 661.019734 705.189118 752.713788 802.335928 858.101478
2026-03-01 573.937351 615.395013 658.305303 706.062737 757.761765 812.072776 873.490638
2026-03-08 565.616619 609.419166 655.001700 706.011034 761.542759 820.211273 886.943597
2026-03-15 559.318692 605.384479 653.566005 707.761722 767.076970 830.078448 902.134060
2026-03-22 552.228050 600.266940 650.751783 707.813163 770.577781 837.579042 914.606959
2026-03-29 547.117791 597.141540 649.951788 709.917793 776.193864 847.285424 929.422783
2026-04-05 543.054245 595.023241 650.126359 712.973483 782.753600 857.951089 945.248333
2026-04-12 538.318964 592.056998 649.275455 714.814653 787.907495 867.028366 959.306134
2026-04-19 535.116616 590.684217 650.092025 718.421802 794.956193 878.164022 975.646414
2026-04-26 531.244857 588.460568 649.869308 720.781988 800.538813 887.613548 990.068961
2026-05-03 527.656896 586.459877 649.810407 723.247356 806.174853 897.078900 1004.490254
2026-05-10 523.478808 583.705055 648.824454 724.591987 810.482193 905.002689 1017.140983
2026-05-17 519.643226 581.253491 648.104088 726.166285 814.990537 913.112475 1029.984214
2026-05-24 515.517131 578.394137 646.851698 727.069256 818.678526 920.250931 1041.697064
2026-05-31 510.908571 574.909235 644.819574 727.015815 821.215647 926.034085 1051.827853
2026-06-07 507.699815 572.954660 644.466383 728.825335 825.840282 934.172958 1064.662918
2026-06-14 503.457874 569.752775 642.631358 728.878505 828.397891 939.906452 1074.699527
2026-06-21 500.737670 568.242109 642.680412 731.053887 833.366859 948.394498 1087.933460